Core capital and supplementary capital | 30.06.2016 | 30.06.2015 | 31.12.2015 |
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Share capital and share premium | 1 350 | 1 150 | 1 150 |
Retained earnings | 3 | 2 | 179 |
Total equity | 1 353 | 1 152 | 1 329 |
Dividends | 0 | 0 | -176 |
Expected losses exceeding actual losses, IRB portfolios corporate | -39 | -32 | -32 |
Common Equity Tier 1 capital | 1 314 | 1 120 | 1 121 |
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Supplementary capital | 0 | 0 | 0 |
Net equity and subordinated loan capital | 1 314 | 1 120 | 1 121 |
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Risk-weighted assets (calculation basis for capital adequacy ratio) | |
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Credit risk loans and receivables (Standardised Approach) | 319 | 210 | 301 |
Credit risk loans and receivables (Internal ratings based Approach) | 3 708 | 3 290 | 3 345 |
Operational Risk (Basic indicator Approach) | 501 | 411 | 411 |
Total risk exposure amount for credit valuation adjustment (CVA) (SA) | 455 | 327 | 444 |
Risk-weighted assets less transitional rules | 4 983 | 4 238 | 4 500 |
Additional RWA from transitional rules 1) | 3 200 | 2 799 | 3 108 |
Total risk-weighted assets | 8 183 | 7 037 | 7 608 |
Minimum requirement common equity Tier 1 capital (4,5%) | 368 | 317 | 342 |
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1) Transitional rules require that RWA can not be less than 80 per cent of the corresponding Basel I requirement |
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Buffer Requirement | | | |
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Countercyclical buffer (1.0%) | 82 | 70 | 76 |
Capital conservation buffer (2.5%) | 205 | 176 | 190 |
Systemic risk buffer (3.0%) | 245 | 211 | 228 |
Total buffer requirements | 532 | 457 | 495 |
Available common equity Tier 1 capital after buffer requirements | 414 | 346 | 285 |
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Capital adequacy as a percentage of the weighted asset calculation basis | |
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Capital adequacy ratio | 16,0 % | 15,9 % | 14,7 % |
Core capital ratio | 16,0 % | 15,9 % | 14,7 % |
Core tier 1 capital ratio | 16,0 % | 15,9 % | 14,7 % |
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Leverage ratio | |
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Leverage ratio | 6,4 % | 6,2 % | 5,8 % |
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Liquidity Coverage Ratio | |
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Liquidity Coverage Ratio | 355% | 0% | 0% |
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Møre Boligkreditt AS' capital requirements at 30th June 2016 are based on IRB-Foundation for corporate commitments and IRB-Retail for retail commitments |